Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.224534 | -2.4494 | 0.007884 |
2 | 0.148043 | 1.615 | 0.054484 |
3 | 0.129572 | 1.4135 | 0.080065 |
4 | 0.086604 | 0.9447 | 0.173353 |
5 | 0.087095 | 0.9501 | 0.171994 |
6 | 0.084891 | 0.9261 | 0.178147 |
7 | 0.029202 | 0.3186 | 0.375311 |
8 | 0.034344 | 0.3746 | 0.354296 |
9 | 0.09276 | 1.0119 | 0.156821 |
10 | -0.039605 | -0.432 | 0.333247 |
11 | 0.246153 | 2.6852 | 0.004142 |
12 | -0.393521 | -4.2928 | 1.8e-05 |
13 | 0.170042 | 1.8549 | 0.03304 |
14 | 0.00444 | 0.0484 | 0.480724 |
15 | -0.062788 | -0.6849 | 0.247359 |
16 | -0.039483 | -0.4307 | 0.333728 |
17 | 0.00714 | 0.0779 | 0.469026 |
18 | -0.036945 | -0.403 | 0.343827 |
19 | 0.018841 | 0.2055 | 0.418754 |
20 | 0.07176 | 0.7828 | 0.217646 |
21 | -0.099447 | -1.0848 | 0.140094 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.224534 | -2.4494 | 0.007884 |
2 | 0.102811 | 1.1215 | 0.13216 |
3 | 0.194221 | 2.1187 | 0.018098 |
4 | 0.152515 | 1.6637 | 0.049397 |
5 | 0.106155 | 1.158 | 0.124589 |
6 | 0.079334 | 0.8654 | 0.194271 |
7 | 0.005813 | 0.0634 | 0.474774 |
8 | -0.027115 | -0.2958 | 0.383952 |
9 | 0.045526 | 0.4966 | 0.310182 |
10 | -0.047651 | -0.5198 | 0.302082 |
11 | 0.21227 | 2.3156 | 0.011147 |
12 | -0.371909 | -4.057 | 4.5e-05 |
13 | -0.068095 | -0.7428 | 0.229523 |
14 | 0.040456 | 0.4413 | 0.32989 |
15 | 0.005886 | 0.0642 | 0.474454 |
16 | -0.040822 | -0.4453 | 0.328452 |
17 | 0.01444 | 0.1575 | 0.43755 |
18 | 0.024525 | 0.2675 | 0.394761 |
19 | 0.044501 | 0.4854 | 0.314126 |
20 | 0.110542 | 1.2059 | 0.115129 |
21 | 0.005876 | 0.0641 | 0.474499 |